+48.7%
ADP vs UPST
-91.6%
+140.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.4% | +1.6% |
| 7D | +3.2% | -4.5% | +7.7% | +3.4% |
| 30D | +12.8% | -15.3% | +28.1% | +13.6% |
| 3M | +12.3% | -32.4% | +44.8% | +14.5% |
| 6M | +45.4% | -29.5% | +74.9% | +47.5% |
| YTD | +21.4% | -53.3% | +74.7% | +25.4% |
| 1Y | +23.7% | -47.4% | +71.1% | +26.8% |
| 3Y | +43.6% | -2.2% | +45.8% | +35.3% |
| 5Y | +48.7% | -92.0% | +140.8% | +46.6% |
| All | +48.7% | -91.6% | +140.3% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling